Understanding and managing model risk : (Record no. 22956)

MARC details
000 -LEADER
fixed length control field 01915cam a22003494a 4500
001 - CONTROL NUMBER
control field 16902376
003 - CONTROL NUMBER IDENTIFIER
control field MWNLS
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20160617162214.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 110803s2011 njua b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2011031397
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780470977613 (hardback)
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency DLC
Modifying agency DLC
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HD61
Item number .U53 2011
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.645
Edition number 23
084 ## - OTHER CLASSIFICATION NUMBER
Classification number BUS027000
Number source bisacsh
245 00 - TITLE STATEMENT
Title Understanding and managing model risk :
Remainder of title a practical guide for quants, traders and validators /
Statement of responsibility, etc. [edited by] Massimo Morini.
250 ## - EDITION STATEMENT
Edition statement 1st ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Hoboken :
Name of publisher, distributor, etc. Wiley,
Date of publication, distribution, etc. 2011.
300 ## - PHYSICAL DESCRIPTION
Extent xx, 428 p. :
Other physical details ill. ;
Dimensions 25 cm.
490 0# - SERIES STATEMENT
Series statement Wiley finance series
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references and index.
520 ## - SUMMARY, ETC.
Summary, etc. "A guide to the validation and risk management of quantitative models used for pricing and hedging. Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature--the risks of the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications"--
520 ## - SUMMARY, ETC.
Summary, etc. "Understanding and Managing Model Risk is a guide to the validation and risk management of quantitative models used for pricing and hedging"--
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Risk management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Risk management
General subdivision Mathematical models.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element BUSINESS & ECONOMICS / Finance.
Source of heading or term bisacsh
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Morini, Massimo.
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
a 7
b cbc
c orignew
d 1
e ecip
f 20
g y-gencatlg
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Total Renewals Full call number Barcode Date last seen Date last checked out Cost, replacement price Price effective from Koha item type
    Dewey Decimal Classification       Headquarters Lending Library Headquarters Lending Library General Collection 17/06/2016 Book Aid International 20000.00 4 1 332.645 UND 0096066 22/05/2025 06/05/2025 30000.00 17/06/2016 Books